Haldrup, Niels; Nielsen, Morten O. - School of Economics and Management, University of Aarhus - 2004
-02
DEPARTMENT OF ECONOMICS
Working Paper
ISSN 1396-2426
UNIVERSITY OF AARHUS C DENMARK
INSTITUT FOR ØKONOMI
AFDELING FOR … ECONOMICS
SCHOOL OF ECONOMICS AND MANAGEMENT - UNIVERSITY OF AARHUS - BUILDING 322
8000 AARHUS C - DENMARK F +45 89 42 11 33 …, long memory, Markov switching.
JEL Classification: C2, C22, C32
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Department of Economics, University of Aarhus, Building …